• bureaux de change on high streets, in airports and major railway stations
• banks
• travel agents
• Post Offices
It's worth shopping around to get the best deal and remember to ask how much commission is charged.
Scotland and Northern Ireland issue their own pound sterling notes that represent the same value as an English note - you can use English and Scottish (although the Scottish £1 note is not accepted outside Scotland) money anywhere in the UK, but Northern Irish cash can only be used in Northern Ireland. You can exchange them for English notes in any bank, however.